Financial Mathematics
(field of studies: Mathematics)

1. You meet the Black–Scholes formula for pricing an option. What do you want to do?

2. How do you feel about rigorous proofs in probability theory and stochastic processes?

3. You need to price an exotic derivative with no closed-form solution. What do you do?

4. Your model assumes normally distributed returns, but real markets show fat tails. How do you react?

5. How do you feel about modelling how interest rates and the yield curve evolve over time?

6. An insurer asks you to estimate how much capital it needs to survive extreme losses. Would you like the task?

7. A numerical scheme for solving a pricing equation converges very slowly. What do you do?

8. The programme is taught in English, with seminars in an international group. How do you feel about that?

9. Which future role sounds most like you?

10. What motivates you most to pursue a Master’s degree in Financial Mathematics?